- ISIN
- US46438G2084
- CUSIP
- 46438G208
- Issuer
- iShares
- Inception Date
- Sep 4, 2024
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Emerging Markets Value Factor Select Index (Net)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $144.62K
Share Price Chart
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Performance
EVLU Performance Chart
iShares MSCI Emerging Markets Value Factor ETF (EVLU) is up 26.4% since the beginning of the year. EVLU is currently trading at $40 per share.
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Returns By Period
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has returned 26.39% so far this year and 52.71% over the past 12 months.
iShares MSCI Emerging Markets Value Factor ETF
- 1D
- 0.12%
- 1M
- 0.50%
- 6M
- 16.81%
- YTD
- 26.39%
- 1Y
- 52.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.20%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EVLU Monthly Returns History
Based on dividend-adjusted daily data since Sep 6, 2024, EVLU's average daily return is +0.13%, while the average monthly return is +2.66%. At this rate, an investment would double in approximately 2.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was May 2026 with a return of +13.7%, while the worst month was Mar 2026 at -10.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EVLU closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.20% | 7.56% | -10.26% | 11.05% | 13.69% | -2.45% | -1.74% | 26.39% | |||||
| 2025 | 2.08% | 1.41% | 1.10% | -1.27% | 3.42% | 8.33% | -0.10% | 2.20% | 6.58% | 8.04% | -0.86% | 2.69% | 38.54% |
| 2024 | 7.52% | -2.85% | -2.62% | -0.49% | 1.21% |
Benchmark Metrics
iShares MSCI Emerging Markets Value Factor ETF has an annualized alpha of 19.53%, beta of 0.82, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since September 06, 2024.
- This ETF captured 139.44% of S&P 500 Index gains but only 41.11% of its losses - a favorable profile for investors.
- R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 19.53%
- Beta
- 0.82
- R²
- 0.44
- Upside Capture
- 139.44%
- Downside Capture
- 41.11%
Expense Ratio
EVLU has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EVLU ranks 89 for risk / return — above 89% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVLU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.00 | +2.00 |
| Martin ratioReturn relative to average drawdown | 11.62 | 8.49 | +3.13 |
Dividends
Dividend History
iShares MSCI Emerging Markets Value Factor ETF provided a 3.85% dividend yield over the last twelve months, with an annual payout of $1.55 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.55 | $1.67 | $0.25 |
Dividend yield | 3.85% | 5.20% | 1.03% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Emerging Markets Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.35 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.20 | $1.67 |
| 2024 | $0.25 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Emerging Markets Value Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI Emerging Markets Value Factor ETF was 17.17%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.
The current iShares MSCI Emerging Markets Value Factor ETF drawdown is 7.82%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-17.17%Apr 2025 | 6mo 2d | 2mo 2d | 8mo 4dOct 2024 - Jun 2025 | 2025 selloff2025 |
-12.90%Mar 2026 | 1mo 2d | 1mo 2d | 2mo 4dFeb 2026 - May 2026 | — |
-10.10%Jul 2026 | 1mo 26d | — | 2mo 1dJun 2026 - now | — |
-5.36%Nov 2025 | 8d | 1mo 12d | 1mo 20dNov 2025 - Jan 2026 | — |
-5.13%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 | — |
Drawdown Indicators
| EVLU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -56.78% | +39.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -9.10% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -7.82% | -1.58% | -6.24% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -10.70% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.14% | +2.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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